+124.6%
BKR vs CF
+5,948.3%
-5,823.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +1.1% |
| 7D | +1.7% | +6.0% | -4.3% | -0.7% |
| 30D | +3.3% | +14.8% | -11.5% | -2.7% |
| 3M | -3.6% | +14.1% | -17.6% | -9.6% |
| 6M | +5.0% | +28.5% | -23.5% | -9.4% |
| YTD | +40.9% | +74.9% | -34.0% | +6.3% |
| 1Y | +39.2% | +61.7% | -22.5% | +8.2% |
| 3Y | +83.7% | +80.3% | +3.4% | +32.4% |
| 5Y | +207.5% | +226.0% | -18.4% | +64.4% |
| 10Y | +136.3% | +569.9% | -433.5% | -10.9% |
| All | +124.6% | +5,948.3% | -5,823.7% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling